| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | 1 | 0.5 | 58 | 0 | 5 | (6) | (14) | 0 | 95 |
| 60 | 3 | 2.9 | 55 | 1 | 5 | (3) | (14) | 0 | 97 |
| 120 | 4 | 3 | 52 | 1 | 7 | (4) | (21) | 0 | 95 |
| 250 | 5 | 2.5 | 48 | 1 | 9 | (4) | (23) | (1) | 97 |
| 500 | 6 | 3 | 50 | 2 | 9 | (4) | (52) | (1) | 96 |
| 760 | 5 | 2.8 | 50 | 2 | 9 | (4) | (52) | (1) | 96 |
| 1260 | 5 | 2.3 | 50 | 2 | 9 | (5) | (58) | (1) | 96 |
| 2520 | 7 | 2.6 | 50 | 2 | 11 | (6) | (97) | (2) | 96 |
| All | 6 | 2.4 | 49 | 2 | 10 | (5) | (97) | (2) | 96 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.6 | 0.6 | 0.2 | 0.3 | 0.4 | 1.2 | 0.2 | (0.1) | 0.4 | 0.4 | 0.7 | 0 | 5 | 2.2 | 49.4 | 233.6 | (0.5) | (1.2) | 0.7 | 0.3 |
| 2017 | 0.6 | (0.1) | 0.2 | 0.1 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.9 | 2.3 | 51.1 | 87 | (0.2) | (0.4) | 0.6 | 0.3 |
| 2016 | 1 | 2.8 | (0.1) | 0.8 | 0.3 | 2.2 | 0.5 | (0.4) | (0.3) | 0.3 | 0.8 | 0.5 | 8.4 | 3.1 | 47.4 | 247 | (0.5) | (1.2) | 0.8 | 0.3 |
| 2015 | 1.3 | (0.2) | 0.5 | (0.1) | 0.3 | 0.3 | 0.4 | 0 | (0.1) | 0.9 | 0.9 | 0.4 | 4.6 | 2.9 | 49.4 | 224 | (0.3) | (0.7) | 0.7 | 0.2 |
| 2014 | 0.4 | 0.6 | 0.9 | (0.5) | 0.5 | 0.3 | (0.2) | 0.1 | 0.5 | 1.2 | 0.8 | (0.2) | 4.4 | 2.7 | 51.8 | 233 | (0.3) | (0.9) | 0.7 | 0.2 |
| 2013 | (0.2) | 0.7 | (0.1) | 1.7 | 0.4 | 2.6 | 0.5 | (0.2) | 0.7 | (0.3) | 0.7 | (0.4) | 6.1 | 1.8 | 54 | 226 | (0.6) | (1.2) | 0.6 | 0.2 |
| 2012 | 0.6 | (0.8) | (0.1) | (0.5) | 0.5 | 0.7 | (0.1) | 0.1 | 1.1 | (0.1) | 0.2 | (0.1) | 1.5 | 0.7 | 44.6 | 238 | (0.6) | (1.9) | 0.7 | 0.3 |
| 2011 | (0.1) | (0.1) | 0.6 | 1.9 | (0.6) | 0 | 0.8 | 1.7 | 0.4 | 1.4 | 0.1 | 2.4 | 8.5 | 3.1 | 50.6 | 245 | (0.7) | (0.9) | 0.7 | 0.2 |
| 2010 | (0.1) | (0.2) | 0.1 | 0.4 | 1.2 | 0.2 | 0.2 | 0.4 | (0.2) | 1.3 | 0.6 | 0.4 | 4.3 | 2.1 | 49.8 | 235 | (0.4) | (1.4) | 0.7 | 0.2 |
| 2009 | 1.7 | 1.2 | 0.3 | 0.3 | 0.8 | (0.2) | 0.4 | 0.2 | 1.4 | 0.5 | 2.3 | (0.1) | 8.8 | 3.5 | 53.8 | 229 | (0.9) | (1.2) | 0.7 | 0.2 |
| 2008 | 1.6 | 0.7 | 0.7 | 0.6 | 1.6 | 0.8 | 0.4 | 1.7 | 3.3 | 1.7 | 1.8 | 2 | 16.9 | 4 | 51.6 | 239 | (1) | (1) | 0.6 | 0.3 |
| 2007 | (0.2) | 0.6 | (0.2) | 0.4 | 0.4 | (0.2) | 0 | 0.1 | 1.7 | 0.6 | 0.3 | 0.4 | 3.9 | 1.7 | 49.6 | 237 | (0.6) | (1.2) | 0.8 | 0.2 |
| 2006 | 0.7 | 0.9 | 0.7 | 1.2 | 0.5 | 2.5 | 0.1 | 0.3 | (0.5) | 0.9 | 0.3 | (0.2) | 7.4 | 2.6 | 47.4 | 236 | (0.5) | (1.2) | 0.6 | 0.2 |
| 2005 | 0 | 0.4 | (0.1) | 0.2 | (0.3) | 0.7 | (0.2) | 0 | 1.6 | 0.3 | 0.6 | 1.6 | 4.8 | 2.8 | 51.6 | 217 | (0.4) | (0.9) | 0.7 | 0.2 |
| 2004 | 0.3 | 0.1 | 0.2 | 1.7 | 0.8 | (0.4) | 1.1 | 0.7 | (0.1) | 0.3 | 0.5 | 0.6 | 5.8 | 2.9 | 52.6 | 233 | (0.3) | (0.8) | 0.6 | 0.2 |
| 2003 | 1.2 | 0 | 0.5 | 0.4 | 1.4 | 0.5 | 0.3 | 0.5 | (0.1) | (0.1) | (0.4) | 0.1 | 4.3 | 2.4 | 47.3 | 226 | (0.3) | (0.8) | 0.7 | 0.2 |
| 2002 | 0.1 | (0.3) | (0.2) | 0.3 | 0.4 | (0.7) | 0.1 | (0.2) | 0.5 | 0.3 | 0.3 | 1 | 1.6 | 1 | 47.6 | 244 | (0.6) | (1.2) | 0.6 | 0.2 |
| 2001 | (0.2) | 0.4 | 0 | 0.1 | 0.6 | 0.2 | 0.3 | 0.8 | 0.8 | 0.5 | 0 | 0 | 3.5 | 2.7 | 45.9 | 227 | (0.3) | (0.4) | 0.6 | 0.2 |
| 2000 | (0.1) | 2.5 | 0.5 | 0.1 | (0.1) | 0.3 | 0.5 | 0 | (0.1) | (0.2) | 0.1 | 0.3 | 3.8 | 1.6 | 42.3 | 213 | (0.4) | (0.5) | 0.5 | 0.2 |